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Power series solution of the Hamilton-Jacobi-Bellman equation for DAE models with a discounted cost.

Johan SjöbergS. Torkel Glad
Published in: CDC (2008)
Keyphrases
  • hamilton jacobi bellman
  • numerical methods
  • dynamic programming
  • optimal control
  • nonlinear systems
  • hamilton jacobi
  • neural network
  • random fields
  • total cost
  • autoregressive
  • average cost
  • stochastic control